MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET (Q2786037)

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MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET
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    title
    MEAN VARIANCE HEDGING IN A GENERAL JUMP MARKET (English)
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    author
    Dewen Xiong
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    Michael Kohlmann
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    publication date
    16 September 2010
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    zbMATH DE Number
    5786211
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    zbMATH Keywords
    general jump market
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    mean-variance hedging problem
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    backward semimartingale equations
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